29 January 2022
Quantitative Finance: Financial marketsblended course
Become an expert in the economics of quantitative finance with an emphasis on financial markets and asset pricing models. This course is designed to introduce you to the key principles of the modern portfolio theory approach to investing and its implications on security selection and asset pricing. It also provides you with the skills required for security selection, portfolio construction, and portfolio performance measurement. During the course, you will have the opportunity to create your own portfolio of assets based on a range of advanced financial econometrics techniques for the analysis and modelling of time series data. You will apply discussed techniques for analysis, modelling, and forecasting key characteristics of financial data using STATA software.
- Dr. Angi SHVEDIANI, Associate Professor
- Dr. Tatiana MOKEEVA, Associate Professor
- Dr. Ekaterina KOROLEVA, Associate Professor
- Good command of English. All classes and extracurricular activities are conducted in English;
- Applicants are expected to have at least 2 years of University level studies;
- Knowledge of the Russian language is not required.
EUR 270: Participation fee includes tuition fee, study materials, field trips and cultural program.